Aug 28, 2026
Session operations journalEvaluation Funnel Summary
Mean-reversion candidates, signal filtering, model approvals, and broker execution
Evaluated269Candidates in basket
Signal Passed45Cleared streak rules
Model Approved45P(reversion) ≥ 50%
Orders Submitted1Paper queue
Filled Trades1Broker fills
Executed Trade Reports (1)
Complete economic accounting, capital allocation, and realized outcome per position
FIVE1x Bullish Put Credit Spread · Exp: 2026-09-18
Closed · risk rules satisfiedFull Economics →
Setup & Conviction
Streak: 3d (negative)
Robust Z: -1.59
Model P(rev): 83.3%
Spread Architecture
Short Strike: $300.00
Long Wing: $290.00
Width: $10.00 (1 contracts)
Capital & P&L
Premium: +$600.00
Max Risk: $400.00
Realized: $-640.00
Exit Fill: $12.40 / sh ($1,240.00 total)Feasibility: 1.88x EM (Improbable)
Active Positions & Working Orders
Live overnight holdings and active paper queue state
Open Overnight Positions (5)
MT25 contracts · Exp: 2026-10-16 (DTE: 13)
Short $65 / Long $63
C25 contracts · Exp: 2026-10-09 (DTE: 6)
Short $128 / Long $126
MT2 contracts · Exp: 2026-10-16 (DTE: 13)
Short $65 / Long $64
CBRS3 contracts · Exp: 2026-10-09 (DTE: 6)
Short $170 / Long $162.5
TSLA2 contracts · Exp: 2026-10-16 (DTE: 13)
Short $360 / Long $345
Working Paper Orders (0)
0 working orders pending in paper queue.
Candidate Screening & Model Decisions
Actionable mean-reversion setups prioritized by execution status and model win-probability
| Ticker & Sector | Streak Setup | Model P(rev) | Stage | Decision & Rationale |
|---|---|---|---|---|
| FIVEConsumer Cyclical | 3d (negative) · Z: -1.59 | 83.3% | Filled | |
| EXPEConsumer Cyclical | 3d (negative) · Z: -3.22 | 88.5% | Screen Cleared | |
| YUMCConsumer Cyclical | 4d (negative) · Z: -2.15 | 82.8% | Screen Cleared | |
| UDRReal Estate | 3d (negative) · Z: -3.15 | 80.0% | Screen Cleared | |
| COSTConsumer Defensive | 3d (negative) · Z: -1.92 | 79.3% | Screen Cleared | |
| INVHReal Estate | 3d (negative) · Z: -1.91 | 79.3% | Screen Cleared | |
| ORLYConsumer Cyclical | 3d (negative) · Z: -1.94 | 79.3% | Screen Cleared | |
| BKNGConsumer Cyclical | 3d (negative) · Z: -2.97 | 78.8% | Screen Cleared | |
| AMCRConsumer Cyclical | 4d (negative) · Z: -0.88 | 75.9% | Screen Cleared | |
| DRIConsumer Cyclical | 3d (negative) · Z: -2.36 | 75.9% | Screen Cleared | |
| KOConsumer Defensive | 3d (negative) · Z: -2.08 | 75.9% | Screen Cleared | |
| HCAHealthcare | 3d (negative) · Z: -3.01 | 75.4% | Screen Cleared | |
| DLTRConsumer Defensive | 3d (negative) · Z: -3.20 | 75.3% | Screen Cleared | |
| AMHReal Estate | 3d (negative) · Z: -2.24 | 75.0% | Screen Cleared | |
| BF-BConsumer Defensive | 3d (negative) · Z: -2.58 | 75.0% | Screen Cleared | |
| HSYConsumer Defensive | 3d (negative) · Z: -1.86 | 75.0% | Screen Cleared | |
| PUKFinancial Services | 3d (negative) · Z: -1.68 | 75.0% | Screen Cleared | |
| VZCommunication Services | 3d (negative) · Z: -1.99 | 75.0% | Screen Cleared | |
| MAAReal Estate | 3d (negative) · Z: -2.01 | 74.2% | Screen Cleared | |
| TSNConsumer Defensive | 5d (negative) · Z: -1.49 | 74.2% | Screen Cleared | |
| PSAReal Estate | 3d (negative) · Z: -2.63 | 73.1% | Screen Cleared | |
| GEHCHealthcare | 4d (negative) · Z: -1.34 | 72.8% | Screen Cleared | |
| STZConsumer Defensive | 3d (negative) · Z: -1.76 | 72.4% | Screen Cleared | |
| WYNNConsumer Cyclical | 4d (negative) · Z: -2.12 | 71.1% | Screen Cleared | |
| BACFinancial Services | 3d (negative) · Z: -1.67 | 70.8% | Screen Cleared | |
| ISRGHealthcare | 4d (negative) · Z: -0.76 | 70.6% | Screen Cleared | |
| TTEEnergy | 5d (negative) · Z: -0.73 | 68.8% | Screen Cleared | |
| UTechnology | 4d (negative) · Z: -1.13 | 67.9% | Screen Cleared | |
| OCIndustrials | 4d (negative) · Z: -1.29 | 67.7% | Screen Cleared | |
| SGIConsumer Cyclical | 4d (negative) · Z: -0.60 | 67.6% | Screen Cleared | |
| ABTHealthcare | 3d (negative) · Z: -2.25 | 66.7% | Screen Cleared | |
| CBREReal Estate | 3d (negative) · Z: -2.00 | 66.7% | Screen Cleared | |
| PCARIndustrials | 4d (negative) · Z: -1.53 | 66.7% | Screen Cleared | |
| WMTConsumer Defensive | 3d (negative) · Z: -1.72 | 66.7% | Screen Cleared | |
| PEPConsumer Defensive | 3d (negative) · Z: -1.88 | 65.6% | Screen Cleared | |
| MNSTConsumer Defensive | 3d (negative) · Z: -1.94 | 65.5% | Screen Cleared | |
| COPEnergy | 5d (negative) · Z: -0.75 | 64.3% | Screen Cleared | |
| EXRReal Estate | 5d (negative) · Z: -1.56 | 62.5% | Screen Cleared | |
| GSATCommunication Services | 4d (negative) · Z: -0.54 | 61.4% | Screen Cleared | |
| APTVConsumer Cyclical | 4d (negative) · Z: -0.67 | 58.8% | Screen Cleared | |
| HRLConsumer Defensive | 3d (negative) · Z: -10.09 | 58.1% | Screen Cleared | |
| SUNBIndustrials | 6d (negative) · Z: -0.68 | 58.0% | Screen Cleared | |
| BBIOHealthcare | 6d (negative) · Z: -0.72 | 57.7% | Screen Cleared | |
| DKNGConsumer Cyclical | 4d (negative) · Z: -0.73 | 57.6% | Screen Cleared | |
| RCLConsumer Cyclical | 3d (negative) · Z: -1.81 | 55.9% | Screen Cleared |